#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Methods/Finitedifferences/Meshers/Fdm1dMesher.h>
#pragma unmanaged 
#include <ql\methods\finitedifferences\meshers\exponentialjump1dmesher.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

#undef HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Methods { namespace Finitedifferences { namespace Meshers {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of IExponentialJump1dMesher
	public ref class CExponentialJump1dMesher  : 
            public CFdm1dMesher,
            public Cephei::QL::Methods::Finitedifferences::Meshers::IExponentialJump1dMesher
	{
	protected: 
		boost::shared_ptr<QuantLib::ExponentialJump1dMesher>* _ppExponentialJump1dMesher;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::ExponentialJump1dMesher>* _phExponentialJump1dMesher;
#endif
		Object^ _ExponentialJump1dMesherOwner;     // reference to object that manages the storage for this object
	internal:
		CExponentialJump1dMesher (UInt64 steps, Double beta, Double jumpIntensity, Double eta, Microsoft::FSharp::Core::FSharpOption<Double>^ eps);
        CExponentialJump1dMesher (boost::shared_ptr<QuantLib::ExponentialJump1dMesher>& childNative, Object^ owner);
        CExponentialJump1dMesher (QuantLib::ExponentialJump1dMesher& childNative, Object^ owner);
        CExponentialJump1dMesher (CExponentialJump1dMesher^ copy);
        CExponentialJump1dMesher (PLATFORM::Type^ t);
#ifdef STRUCT
        CExponentialJump1dMesher (QuantLib::ExponentialJump1dMesher childNative);
#endif       
#ifdef HANDLE
		CExponentialJump1dMesher (QuantLib::Handle<QuantLib::ExponentialJump1dMesher>& childNative, Object^ owner);
		CExponentialJump1dMesher (QuantLib::Handle<QuantLib::ExponentialJump1dMesher> childNative);
#endif
		virtual ~CExponentialJump1dMesher ();
		!CExponentialJump1dMesher ();

	internal:
		QuantLib::ExponentialJump1dMesher& GetReference ();
		boost::shared_ptr<QuantLib::ExponentialJump1dMesher>& GetShared ();
		QuantLib::ExponentialJump1dMesher* GetPointer ();
        void SetExponentialJump1dMesher (boost::shared_ptr<QuantLib::ExponentialJump1dMesher> native)
        {
            if (_ppExponentialJump1dMesher != NULL)
                delete _ppExponentialJump1dMesher;
            _ppExponentialJump1dMesher = new boost::shared_ptr<QuantLib::ExponentialJump1dMesher> (native);
            SetFdm1dMesher (boost::dynamic_pointer_cast<QuantLib::Fdm1dMesher> (*_ppExponentialJump1dMesher));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::ExponentialJump1dMesher>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
		virtual Double JumpSizeDensity (Double x, Double t) ;
		virtual Double JumpSizeDensity (Double x) ;
		virtual Double JumpSizeDistribution (Double x, Double t) ;
		virtual Double JumpSizeDistribution (Double x) ;
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Methods::Finitedifferences::Meshers::IExponentialJump1dMesher^>::typeid)]
	[FactoryFor(Cephei::QL::Methods::Finitedifferences::Meshers::IExponentialJump1dMesher::typeid)]
	[FactoryFor(Cephei::QL::Methods::Finitedifferences::Meshers::IExponentialJump1dMesher_Factory::typeid)]
	public ref class CExponentialJump1dMesher_Factory sealed : public IExponentialJump1dMesher_Factory
	{
	public:
        virtual IExponentialJump1dMesher^ Create (UInt64 steps, Double beta, Double jumpIntensity, Double eta, Microsoft::FSharp::Core::FSharpOption<Double>^ eps);
    };
   
/*Cephei*/ } /*QL*/ } /*Methods*/ } /*Finitedifferences*/ } /*Meshers */}
